1/* Copyright 2015 The TensorFlow Authors. All Rights Reserved.
2
3Licensed under the Apache License, Version 2.0 (the "License");
4you may not use this file except in compliance with the License.
5You may obtain a copy of the License at
6
7 http://www.apache.org/licenses/LICENSE-2.0
8
9Unless required by applicable law or agreed to in writing, software
10distributed under the License is distributed on an "AS IS" BASIS,
11WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
12See the License for the specific language governing permissions and
13limitations under the License.
14==============================================================================*/
15
16#ifndef TENSORFLOW_CORE_KERNELS_PARAMETERIZED_TRUNCATED_NORMAL_OP_H_
17#define TENSORFLOW_CORE_KERNELS_PARAMETERIZED_TRUNCATED_NORMAL_OP_H_
18
19#include "tensorflow/core/framework/tensor_types.h"
20#include "tensorflow/core/lib/random/random_distributions.h"
21#include "tensorflow/core/util/bcast.h"
22
23namespace tensorflow {
24
25class OpKernelContext;
26
27namespace functor {
28
29// Sample a truncated normal random variable, with mean, stddev, minval, and
30// maxval parameters for each batch. Uses two rejection sampling algorithms
31// described in http://rd.springer.com/article/10.1007/BF00143942 and a randn
32// rejection sampler when most of the normal is inside the bounds.
33//
34// Either minval may be -infinity, or maxval may be +infinity. If the interval
35// (minval, maxval) is empty, the result is NaN.
36template <typename Device, typename T>
37struct TruncatedNormalFunctor {
38 void operator()(OpKernelContext* ctx, const Device& d, int64_t num_batches,
39 int64_t samples_per_batch, int64_t num_elements,
40 typename TTypes<T>::ConstFlat means,
41 typename TTypes<T>::ConstFlat stddevs,
42 typename TTypes<T>::ConstFlat minvals,
43 typename TTypes<T>::ConstFlat maxvals,
44 const random::PhiloxRandom& gen,
45 typename TTypes<T>::Flat output);
46};
47
48// This version supports broadcasting of the arguments, as well as puts
49// the sample dimension on the left.
50template <typename Device, typename T>
51struct TruncatedNormalFunctorV2 {
52 void operator()(OpKernelContext* ctx, const Device& d, int64_t num_batches,
53 int64_t samples_per_batch, int64_t num_elements,
54 const BCastList<4>& bcast,
55 typename TTypes<T>::ConstFlat means,
56 typename TTypes<T>::ConstFlat stddevs,
57 typename TTypes<T>::ConstFlat minvals,
58 typename TTypes<T>::ConstFlat maxvals,
59 const random::PhiloxRandom& gen,
60 typename TTypes<T>::Flat output);
61};
62
63} // namespace functor
64} // namespace tensorflow
65
66#endif // TENSORFLOW_CORE_KERNELS_PARAMETERIZED_TRUNCATED_NORMAL_OP_H_
67